Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Yizhi Wang, Yu Wei, Brian M. Lucey, Yang Su
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Yizhi ; Wei, Yu ; Lucey, Brian M. ; Su, Yang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-14
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| Subject: | Cryptocurrency | CBDC attention | Spillover analysis | TVP-VAR model | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Zentralbank | Central bank | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279988